In this paper, we present an adaptive evolutionary Monte Carlo algorithm (AEMC), which combines a treebased predictive model with an evolutionary Monte Carlo sampling procedure for the purpose of global optimization. Our development is motivated by sensor placement applications in engineering, which requires optimizing certain complicated “black-box” objective function. The proposed method is a...

Markov Chain Monte-Carlo (MCMC) is an increasingly popular method for obtaining information about distributions, especially for estimating posterior distributions in Bayesian inference. This article provides a very basic introduction to MCMC sampling. It describes what MCMC is, and what it can be used for, with simple illustrative examples. Highlighted are some of the benefits and limitations o...

Probabilistic models are conceptually powerful tools for finding structure in data, but their practical effectiveness is often limited by our ability to perform inference in them. Exact inference is frequently intractable, so approximate inference is often performed using Markov chain Monte Carlo (MCMC). To achieve the best possible results from MCMC, we want to efficiently simulate many steps ...

One of the main shortcomings of Markov chain Monte Carlo samplers is their inability to mix between modes of the target distribution. In this paper we show that advance knowledge of the location of these modes can be incorporated into the MCMC sampler by introducing mode-hopping moves that satisfy detailed balance. The proposed sampling algorithm explores local mode structure through local MCMC...

Probabilistic models are conceptually powerful tools for finding structure in data, but their practical effectiveness is often limited by our ability to perform inference in them. Exact inference is frequently intractable, so approximate inference is often performed using Markov chain Monte Carlo (MCMC). To achieve the best possible results from MCMC, we want to efficiently simulate many steps ...

This paper proposes a software random testing scheme based on Markov chain Monte Carlo (MCMC) method. The significant issue of software testing is how to use the prior knowledge of experienced testers and the information obtained from the preceding test outcomes in making test cases. The concept of Markov chain Monte Carlo random testing (MCMCRT) is based on the Bayes approach to parametric mod...

Markov chain Monte Carlo (MCMC) is a simulation method commonly used for estimating expectations with respect to a given distribution. We consider estimating the covariance matrix of the asymptotic multivariate normal distribution of a vector of sample means. Geyer [9] developed a Monte Carlo error estimation method for estimating a univariate mean. We propose a novel multivariate version of Ge...

Markov chain Monte Carlo (MCMC) algorithms are used to estimate features of interest of a distribution. The Monte Carlo error in estimation has an asymptotic normal distribution whose multivariate nature has so far been ignored in the MCMC community. We present a class of multivariate spectral variance estimators for the asymptotic covariance matrix in the Markov chain central limit theorem and...

MCMCstuff toolbox is a collection of Matlab functions for Bayesian inference with Markov chain Monte Carlo (MCMC) methods. This documentation introduces some of the features available in the toolbox. Introduction includes demonstrations of using Bayesian Multilayer Perceptron (MLP) network and Gaussian process in simple regression and classification problems with a hierarchical automatic releva...

Fingerprint image segmentation is one key step in Automatic Fingerprint Identification System (AFIS), and how to do it faster, more accurately and more effectively is important for AFIS. This paper introduces the Markov Chain Monte Carlo (MCMC) method and the Genetic Algorithm (GA) into fingerprint image segmentation and brings forward a fingerprint image segmentation method based on Markov Cha...